To provide some supplemental information to @thelawnet, I'm looking at my 11s 105 11-28 and 11-30 cassettes. I see a 3-digit alphanumeric code whose meaning I can't decipher, then a marking like 28A or 30A. The numbers there are the tooth count. The final marking is 11s, which at the risk of stating the obvious means 11 speed.
Pages 9 and 10 of the dealer manual for the Dura Ace and Ultegra cassettes provide some detail on the letter suffixes. My understanding is that those detail the position of the shift ramps for the road cassettes. For example, the 12-28 cassette, only offered in the Dura Ace group, has these codes:
12B, 13B, 14A, 15A, 16A, 17C, 19C, 21C, 23C, 25B, 28A
Most consumers wouldn't need to bother with these markings. However, I'll note that if you inspect the cog sequences for the 11-28 and 12-25 cassettes closely, you'll see that it's possible to take those cassettes and create a custom 12-28 cassette, as some people have reported on this thread on the Paceline forum, and the shift ramps should line up as Shimano intended. Basically, we can infer that, for example, a 15A cog can pair with a 16A, 17B, or a 17C cog. 16A cogs pair with 17A, B or C cogs.
This may seem like an odd thing to want to do. However, I find that the jump from 15 to 17 teeth is a very significant change in gearing. It disrupts my cadence a bit. Many riders may not be so sensitive to cadence changes, and it is less critical if you are riding solo. Additionally, the top 5 titanium cogs on Dura Ace cassettes wear out very fast, and two Ultegra cassettes are often cheaper than one DA cassette (or two 105 cassettes, or one each of 105 and Ultegra). In my case, I have 52/36 chainrings on my bike, and I don't use the 11t cog in this setup. If I had a standard compact, I'd probably favor keeping the 11t just in case.
What if you want a custom cassette where you can't replicate Shimano's desired sequence of shift ramps? I haven't tried this. I'd expect it to work, but to shift less smoothly than the original. This guy on the Weight Weenies forum reported taking an 11-34 road cassette, changing the starting cog to 12t, and also adding a 14t cog. I haven't inspected the cogs involved, but I suspect they are un-"approved" pairings.
Shimano's 11s MTB cassettes don't appear to list this information in the dealer manual. However, per @MaplePanda’s comment, the individual sprockets have similar letter suffixes, so I assume the principle above still applies.
In any case, you can almost surely find people on the internet who have some nit to pick, but most riders should be able to adapt to the stock cassettes. Also, I don't believe it's cost effective to go and buy single cogs, although they are available for purchase.
A side note: at least some Campagnolo cassettes (the document links to a dealer manual for 10 and 11s cassettes) also appear to use letter suffixes to designate the shift ramp location. I don’t have my hands on SRAM cassettes, but the 11s Red and 12s Force and Red cassettes are machined as one piece of steel (actually the top cog may be loose, but that’s only one cog) so there would probably be no point to designating sprockets in this fashion.